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ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jan 01, 2018 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 27 | 31 | 33 | 34 | 37 | 38 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 14 | 15 | 15 | 19 | 26 | 24 | 18 | 18 | 23 | 22 | 23 | |
Exceeded High | 10 | 14 | 12 | 17 | 25 | 19 | 14 | 17 | 20 | 20 | 18 | |
Scenario Percentage | 71% | 93% | 80% | 89% | 96% | 79% | 78% | 94% | 87% | 91% | 78% | |
Avg Max Increase | 8.63% | 7.62% | 11.11% | 10.38% | 12.18% | 10.53% | 8.89% | 10.91% | 13.92% | 10.36% | 5.27% | |
Max Increase | 17.86% | 18.20% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
Avg Days To Max Increase | 16 | 14 | 12 | 15 | 18 | 15 | 14 | 17 | 19 | 14 | 15 | |
Avg Max Decline | -1.12% | -1.35% | -1.17% | -1.96% | -2.36% | -2.18% | -1.52% | -3.26% | -2.74% | -3.02% | -2.32% | |
Max Decline | -7.40% | -6.74% | -4.81% | -12.84% | -8.88% | -11.99% | -5.77% | -16.48% | -8.55% | -15.12% | -13.24% | |
Avg Days to Max Decline | 8 | 9 | 5 | 9 | 7 | 8 | 7 | 11 | 10 | 8 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.